Asymptotic optimality of the generalized bayes estimator in multiparameter cases

  • Kei Takeuchi
  • Masafumi Akahira
Article
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Abstract

The higher order asymptotic efficiency of the generalized Bayes estimator is discussed in multiparameter cases.

For all symmetric loss functions, the generalized Bayes estimator is second order asymptotically efficient in the classA 2 of the all second order asymptotically median unbiased (AMU) estimators and third order asymptotically efficient in the restricted classD of estimators.

Keywords

Maximum Likelihood Estimator Asymptotic Optimality Asymptotic Efficiency Edgeworth Expansion Maximum Likelihood Esti 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information

© Kluwer Academic Publishers 1979

Authors and Affiliations

  • Kei Takeuchi
    • 1
  • Masafumi Akahira
    • 1
  1. 1.University of TokyoUniversity of Electro-CommunicationsTokyoJapan

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